Lots of bad assumptions here, and a serious lack of pertinent info:
- Why not get a MA LTC? If you are ineligible for some reason, find a friend who has a valid MA LTC to hold/handle the gun for you. You legally have x days to possess (but not transport/carry/remove from home) firearms after moving here, giving you about 1/4-1/2 the time it takes to get a MA LTC.
- If the gun is MA compliant (not a "no ban" SAW) but you can't/won't get a MA LTC, have a friend with LTC drive it with you to a local dealer (Four Seasons recommended if anywhere near Woburn, MA) and put it on consignment.
- If the gun is a handgun that isn't on MA approved list and wasn't in MA on 10/21/98, you'll need to dispose of it out-of-state (see below) UNLESS you get a MA LTC. NO HANDGUNS ARE BANNED IF YOU POSSESS A MA LTC (for completeness, this is only true if the handgun "looks like a handgun", so yes things like pen-guns are totally illegal in MA). MA Dealer Sales are the ONLY THING THAT IS RESTRICTED. Do some searching and reading here in the Gun Laws forum and you'll see we've covered that area dozens of times before. [Once you get a MA LTC, you can legally sell up to 4 guns/year including any NON-MA Compliant handguns privately to another LTC holder.]
- Is the gun in question a "no ban"? [e.g. An AR15 can be broken down and rebuilt as MA compliant relatively easy.] If so, selling it to a dealer out of state would be the best solution if it can't be made compliant easily. I'd contact a good out-of-state dealer (check reviews of dealers in the Gun Shop Reviews forum here) and put it on consignment, because selling it outright won't get you any more than ~50% of it's true value, where consignment can net you ~80% of the true value.
- NOTHING requires a FFL from the person shipping a gun to a FFL! NO Fed/MA Laws, NO USPS Regs (for long guns only)! NO UPS/FedEx Regs! I have personally shipped a rifle and 3 handguns via FedEx (all back to mfr or dealer) and NEVER been asked for a FFL!
- NEVER inquire about it with local police. Most won't know a legal firearm from an illegal one. Some will assume most anything to be illegal and confiscate it or perhaps even arrest you (may be rare, but it has happened) with a perfectly legal gun. Dealers know guns, police know crime!